Options Update: Research in Motion December Options Active into EPS

Posted Dec 17th 2009 8:00AM by Paul Foster
Filed under: Research in Motion (RIMM), Options

Research in Motion (RIMM) closed at $64.67. Research in Motion is expected to report Q3 EPS today. January option implied volatility is at 55, March is at 52; versus its 26-week average of 54. RIMM December 60 straddle is priced at $5.30, January is at $8.45 according to Track Data, suggesting traders taking positions for near term price movement.

Monsanto (MON) closed at $81.99. Monsanto is expected to report Q1 EPS on January 6 and host its annual R&D Pipeline revenue on January 12 in New York. January option implied volatility is at 32, April is at 35; versus its 26-week average of 36, according to Track Data, suggesting decreasing price movement.

Option Update is provided by Stock Specialist Paul Foster of theflyonthewall.com

Tags: inthenews, mon, Monsanto, option implied volatility, OptionImpliedVolatility, rimm